CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3204 |
1.3247 |
0.0043 |
0.3% |
1.3636 |
| High |
1.3345 |
1.3289 |
-0.0056 |
-0.4% |
1.3736 |
| Low |
1.3175 |
1.3167 |
-0.0008 |
-0.1% |
1.3257 |
| Close |
1.3283 |
1.3234 |
-0.0049 |
-0.4% |
1.3305 |
| Range |
0.0170 |
0.0122 |
-0.0048 |
-28.2% |
0.0479 |
| ATR |
0.0224 |
0.0216 |
-0.0007 |
-3.2% |
0.0000 |
| Volume |
163,052 |
154,352 |
-8,700 |
-5.3% |
973,538 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3537 |
1.3301 |
|
| R3 |
1.3474 |
1.3415 |
1.3268 |
|
| R2 |
1.3352 |
1.3352 |
1.3256 |
|
| R1 |
1.3293 |
1.3293 |
1.3245 |
1.3262 |
| PP |
1.3230 |
1.3230 |
1.3230 |
1.3214 |
| S1 |
1.3171 |
1.3171 |
1.3223 |
1.3140 |
| S2 |
1.3108 |
1.3108 |
1.3212 |
|
| S3 |
1.2986 |
1.3049 |
1.3200 |
|
| S4 |
1.2864 |
1.2927 |
1.3167 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4870 |
1.4566 |
1.3568 |
|
| R3 |
1.4391 |
1.4087 |
1.3437 |
|
| R2 |
1.3912 |
1.3912 |
1.3393 |
|
| R1 |
1.3608 |
1.3608 |
1.3349 |
1.3521 |
| PP |
1.3433 |
1.3433 |
1.3433 |
1.3389 |
| S1 |
1.3129 |
1.3129 |
1.3261 |
1.3042 |
| S2 |
1.2954 |
1.2954 |
1.3217 |
|
| S3 |
1.2475 |
1.2650 |
1.3173 |
|
| S4 |
1.1996 |
1.2171 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3642 |
1.3114 |
0.0528 |
4.0% |
0.0190 |
1.4% |
23% |
False |
False |
183,569 |
| 10 |
1.3740 |
1.3114 |
0.0626 |
4.7% |
0.0222 |
1.7% |
19% |
False |
False |
193,905 |
| 20 |
1.3740 |
1.2472 |
0.1268 |
9.6% |
0.0223 |
1.7% |
60% |
False |
False |
140,337 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0204 |
1.5% |
61% |
False |
False |
71,009 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0210 |
1.6% |
61% |
False |
False |
47,428 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
16.1% |
0.0212 |
1.6% |
36% |
False |
False |
35,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3808 |
|
2.618 |
1.3608 |
|
1.618 |
1.3486 |
|
1.000 |
1.3411 |
|
0.618 |
1.3364 |
|
HIGH |
1.3289 |
|
0.618 |
1.3242 |
|
0.500 |
1.3228 |
|
0.382 |
1.3214 |
|
LOW |
1.3167 |
|
0.618 |
1.3092 |
|
1.000 |
1.3045 |
|
1.618 |
1.2970 |
|
2.618 |
1.2848 |
|
4.250 |
1.2649 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3232 |
1.3233 |
| PP |
1.3230 |
1.3231 |
| S1 |
1.3228 |
1.3230 |
|